共查询到19条相似文献,搜索用时 62 毫秒
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本文考虑无约束优化问题,基于FR共轭梯度法提出两个修正的谱共轭梯度法(ZFR1方法与ZFR2方法),证明两个新方法在标准Wolfe线搜索下搜索方向下降且是全局收敛的.数值结果验证了这两个方法的有效性. 相似文献
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改进的共轭梯度法及其收敛性 总被引:1,自引:0,他引:1
本文对无约束最优化问题提出一类改进的共轭梯度法。该算法采用一类非精确线搜索,扩大了迭代参数的选取范围,并在目标函数连续可微的条件下,证明了算法的全局收敛性。 相似文献
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Abstract. The global convergence of the general three-term conjugate gradient methods withthe relaxed strong Wolfe line-search is proved. 相似文献
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一种混合的HS-DY共轭梯度法 总被引:22,自引:3,他引:19
本文在HS方法和DY方法的基础上,综合两者的优势,提出了一种求解无约束优化问题的新的混合共轭梯度法.在Wolfe线搜索下,不需给定下降条件,证明了算法的全局收敛性.数值试验表明,新算法较之HS方法和PR方法更加有效. 相似文献
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白延琴 《应用数学与计算数学学报》1996,10(1):92-96
在这篇文章中,我们给出了一些新的共轭梯度算法的收敛性条件,这些条件推广了已有的条件,使的已有的共轭梯度算法的收敛性结果成为本文结果的特殊情况。 相似文献
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共轭梯度法是求解无约束优化问题的一种重要的方法.本文提出一族新的共轭梯度法,证明了其在推广的Wolfe非精确线搜索条件下具有全局收敛性.最后对算法进行了数值实验,实验结果验证了该算法的有效性. 相似文献
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We propose a new inexact line search rule and analyze the global convergence and convergence rate of related descent methods.
The new line search rule is similar to the Armijo line-search rule and contains it as a special case. We can choose a larger
stepsize in each line-search procedure and maintain the global convergence of related line-search methods. This idea can make
us design new line-search methods in some wider sense. In some special cases, the new descent method can reduce to the Barzilai
and Borewein method. Numerical results show that the new line-search methods are efficient for solving unconstrained optimization
problems.
The work was supported by NSF of China Grant 10171054, Postdoctoral Fund of China, and K. C. Wong Postdoctoral Fund of CAS
Grant 6765700.
The authors thank the anonymous referees for constructive comments and suggestions that greatly improved the paper. 相似文献
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本文在几种常见的Armijo型线搜索基础上,提出了一种新的Armijo型线搜索条件,并证明了由Du等人提出的杂交共轭梯度法的全局收敛性。数值实验表明新方法对于给定的测试函数是有效的。 相似文献
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In this paper, a new steplength formula is proposed for unconstrained optimization,which can determine the step-size only by one step and avoids the line search step. Global convergence of the five well-known conjugate gradient methods with this formula is analyzed,and the corresponding results are as follows:(1) The DY method globally converges for a strongly convex LC~1 objective function;(2) The CD method, the FR method, the PRP method and the LS method globally converge for a general, not necessarily convex, LC~1 objective function. 相似文献
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由William W.Hager和张洪超提出的一种新的共轭梯度法(简称HZ方法),已被证明是一种有效的方法.本文证明了HZ共轭梯度法在Armijo型线性搜索下的全局收敛性.数值实验显示,在Armijo型线性搜索下的HZ共轭梯度法比在Wolfe线性搜索下更有效. 相似文献
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Further insight into the convergence of the Fletcher-Reeves method 总被引:12,自引:0,他引:12
Yuhong Dai 《中国科学A辑(英文版)》1999,42(9):905-916
The convergence properties of the Fletcher-Reeves method for unconstrained optimization are further studied with the technique
of generalized line search. Two conditions are given which guarantee the global convergence of the Fletcher-Reeves method
using generalized Wolfe line searches or generalized Arjimo line searches, whereas an example is constructed showing that
the conditions cannot be relaxed in certain senses.
Project supported by the National Natural Science Foundation of China (Grant No. 19801033). 相似文献
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提出一类求解无约束最优化问题的混合共轭梯度算法,新算法有机地结合了DY算法和HS算法的优点,并采用非单调线搜索技术在较弱条件下证明了算法的全局收敛性.数值实验表明新算法具有良好的计算效能. 相似文献
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Conjugate Gradient Methods with Armijo-type Line Searches 总被引:14,自引:0,他引:14
Yu-Hong DAIState Key Laboratory of Scientific Engineering Computing Institute of Computational Mathematics Academy of Mathematics System Sciences Chinese Academy of Sciences Beijing China 《应用数学学报(英文版)》2002,18(1):123-130
Abstract Two Armijo-type line searches are proposed in this paper for nonlinear conjugate gradient methods.Under these line searches, global convergence results are established for several famous conjugate gradientmethods, including the Fletcher-Reeves method, the Polak-Ribiere-Polyak method, and the conjugate descentmethod. 相似文献